带有小数列表的scipy.stats.pearsonr？

Question

尝试使用两个scipy.stats.pearsonr列表运行Decimal会让scipy感到不快：

print type(signals)
print type(signals[0])
print type(prices)
print type(prices[0])

<type 'list'>
<class 'decimal.Decimal'>
<type 'list'>
<class 'decimal.Decimal'>

correlation = stats.pearsonr(signals, prices)

Traceback (most recent call last):
   File "commod.py", line 74, in <module>
    main()
  File "commod.py", line 69, in main
    correlation = stats.pearsonr(signals, prices)
  File "/home/.../venv/local/lib/python2.7/site-packages/scipy/stats/stats.py", line 2445, in pearsonr
    t_squared = r*r * (df / ((1.0 - r) * (1.0 + r)))
TypeError: unsupported operand type(s) for -: 'float' and 'Decimal'

有人为此遇到了解决方案吗？

Answer 1

正如错误所示，问题出现是因为pearsonr函数试图对float和Decimal运行算术运算，而python不喜欢这样。但是，您可以将十进制列表转换为浮点数 -

stats.pearsonr([float(val) for val in signals], [float(val) for val in prices])

即使您在评论中提到您想要使用Decimal来获得精确格式，浮点错误也很难改变您的结果。